-10.3%
WDAY vs BBIO
+136.9%
-147.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.1% |
| 7D | -10.5% | -3.9% | -6.7% | -10.1% |
| 30D | +2.1% | -13.4% | +15.5% | +3.8% |
| 3M | +34.6% | +7.6% | +27.1% | +32.9% |
| 6M | +29.9% | -2.4% | +32.3% | +29.5% |
| YTD | -13.8% | -5.2% | -8.6% | -14.3% |
| 1Y | -18.3% | +36.9% | -55.2% | -22.7% |
| 3Y | -26.2% | +155.2% | -181.3% | -37.9% |
| 5Y | -30.8% | +44.0% | -74.8% | -49.4% |
| All | -10.3% | +136.9% | -147.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling